TY - JOUR A1 - Gaigall, Daniel ED - AitSahlia, Farid T1 - Allocating and forecasting changes in risk JF - Journal of risk N2 - We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio’s components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study. KW - portfolio risk KW - allocation KW - forecast KW - covariance principle KW - conditional expectation principle Y1 - 2023 U6 - https://doi.org/10.21314/JOR.2022.048 SN - 1755-2842 SN - 1465-1211 VL - 25 IS - 3 SP - 1 EP - 24 PB - Infopro Digital Risk CY - London ER - TY - JOUR A1 - Gaigall, Daniel T1 - On the applicability of several tests to models with not identically distributed random effects JF - Statistics : A Journal of Theoretical and Applied Statistics N2 - We consider Kolmogorov–Smirnov and Cramér–von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application. KW - central symmetry test KW - exchangeability test KW - independence test KW - random effects KW - not identically distributed Y1 - 2023 SN - 0323-3944 U6 - https://doi.org/10.1080/02331888.2023.2193748 SN - 1029-4910 VL - 57 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Gaigall, Daniel A1 - Gerstenberg, Julian T1 - Cramér-von-Mises tests for the distribution of the excess over a confidence level JF - Journal of Nonparametric Statistics N2 - The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples. KW - Cramér-von-Mises test KW - conditional excess distribution KW - confidence interval KW - goodness-of-fit test Y1 - 2023 U6 - https://doi.org/10.1080/10485252.2023.2173958 SN - 1048-5252 (Print) SN - 1029-0311 (Online) PB - Taylor & Francis ER - TY - JOUR A1 - Liphardt, Anna-Maria A1 - Fernandez-Gonzalo, Rodrigo A1 - Albracht, Kirsten A1 - Rittweger, Jörn A1 - Vico, Laurence T1 - Musculoskeletal research in human space flight – unmet needs for the success of crewed deep space exploration JF - npj Microgravity N2 - Based on the European Space Agency (ESA) Science in Space Environment (SciSpacE) community White Paper “Human Physiology – Musculoskeletal system”, this perspective highlights unmet needs and suggests new avenues for future studies in musculoskeletal research to enable crewed exploration missions. The musculoskeletal system is essential for sustaining physical function and energy metabolism, and the maintenance of health during exploration missions, and consequently mission success, will be tightly linked to musculoskeletal function. Data collection from current space missions from pre-, during-, and post-flight periods would provide important information to understand and ultimately offset musculoskeletal alterations during long-term spaceflight. In addition, understanding the kinetics of the different components of the musculoskeletal system in parallel with a detailed description of the molecular mechanisms driving these alterations appears to be the best approach to address potential musculoskeletal problems that future exploratory-mission crew will face. These research efforts should be accompanied by technical advances in molecular and phenotypic monitoring tools to provide in-flight real-time feedback. Y1 - 2023 U6 - https://doi.org/10.1038/s41526-023-00258-3 SN - 2373-8065 VL - 9 IS - Article number: 9 SP - 1 EP - 9 PB - Springer Nature ER - TY - JOUR A1 - Thomessen, Karolin A1 - Thoma, Andreas A1 - Braun, Carsten T1 - Bio-inspired altitude changing extension to the 3DVFH* local obstacle avoidance algorithm JF - CEAS Aeronautical Journal N2 - Obstacle avoidance is critical for unmanned aerial vehicles (UAVs) operating autonomously. Obstacle avoidance algorithms either rely on global environment data or local sensor data. Local path planners react to unforeseen objects and plan purely on local sensor information. Similarly, animals need to find feasible paths based on local information about their surroundings. Therefore, their behavior is a valuable source of inspiration for path planning. Bumblebees tend to fly vertically over far-away obstacles and horizontally around close ones, implying two zones for different flight strategies depending on the distance to obstacles. This work enhances the local path planner 3DVFH* with this bio-inspired strategy. The algorithm alters the goal-driven function of the 3DVFH* to climb-preferring if obstacles are far away. Prior experiments with bumblebees led to two definitions of flight zone limits depending on the distance to obstacles, leading to two algorithm variants. Both variants reduce the probability of not reaching the goal of a 3DVFH* implementation in Matlab/Simulink. The best variant, 3DVFH*b-b, reduces this probability from 70.7 to 18.6% in city-like worlds using a strong vertical evasion strategy. Energy consumption is higher, and flight paths are longer compared to the algorithm version with pronounced horizontal evasion tendency. A parameter study analyzes the effect of different weighting factors in the cost function. The best parameter combination shows a failure probability of 6.9% in city-like worlds and reduces energy consumption by 28%. Our findings demonstrate the potential of bio-inspired approaches for improving the performance of local path planning algorithms for UAV. KW - UAV KW - Obstacle avoidance KW - Autonomy KW - Local path planning Y1 - 2023 U6 - https://doi.org/10.1007/s13272-023-00691-w SN - 1869-5590 (Online) SN - 1869-5582 (Print) N1 - Corresponding author: Karolin Thomessen PB - Springer CY - Wien ER - TY - JOUR A1 - Möhren, Felix A1 - Bergmann, Ole A1 - Janser, Frank A1 - Braun, Carsten T1 - On the influence of elasticity on propeller performance: a parametric study JF - CEAS Aeronautical Journal N2 - The aerodynamic performance of propellers strongly depends on their geometry and, consequently, on aeroelastic deformations. Knowledge of the extent of the impact is crucial for overall aircraft performance. An integrated simulation environment for steady aeroelastic propeller simulations is presented. The simulation environment is applied to determine the impact of elastic deformations on the aerodynamic propeller performance. The aerodynamic module includes a blade element momentum approach to calculate aerodynamic loads. The structural module is based on finite beam elements, according to Timoshenko theory, including moderate deflections. Several fixed-pitch propellers with thin-walled cross sections made of both isotropic and non-isotropic materials are investigated. The essential parameters are varied: diameter, disc loading, sweep, material, rotational, and flight velocity. The relative change of thrust between rigid and elastic blades quantifies the impact of propeller elasticity. Swept propellers of large diameters or low disc loadings can decrease the thrust significantly. High flight velocities and low material stiffness amplify this tendency. Performance calculations without consideration of propeller elasticity can lead to decreased efficiency. To avoid cost- and time-intense redesigns, propeller elasticity should be considered for swept planforms and low disc loadings. KW - Propeller KW - Finite element method KW - Blade element method KW - Propeller elasticity KW - Aeroelasticity Y1 - 2023 U6 - https://doi.org/10.1007/s13272-023-00649-y SN - 1869-5590 (Online) SN - 1869-5582 (Print) N1 - Corresponding author: Felix Möhren VL - 14 SP - 311 EP - 323 PB - Springer Nature CY - Berlin ER - TY - CHAP A1 - Eggert, Mathias A1 - Weber, Jannik T1 - What drives the purchase decision in Instagram stores? T2 - ECIS 2023 Research Papers N2 - The popularity of social media and particularly Instagram grows steadily. People use the different platforms to share pictures as well as videos and to communicate with friends. The potential of social media platforms is also being used for marketing purposes and for selling products. While for Facebook and other online social media platforms the purchase decision factors are investigated several times, Instagram stores remain mainly unattended so far. The present research work closes this gap and sheds light into decisive factors for purchasing products offered in Instagram stores. A theoretical research model, which contains selected constructs that are assumed to have a significant influence on Instagram user´s purchase intention, is developed. The hypotheses are evaluated by applying structural equation modelling on survey data containing 127 relevant participants. The results of the study reveal that ‘trust’, ‘personal recommendation’, and ‘usability’ significantly influences user’s buying intention in Instagram stores. KW - Instagram store KW - shopping behavior KW - purchase factor KW - PLS KW - structural equation model Y1 - 2023 N1 - ECIS 2023, European Conference on Information Systems, Kristiansand, Norway, June 11.-16. SP - 1 EP - 17 ER - TY - CHAP A1 - Möhren, Felix A1 - Bergmann, Ole A1 - Janser, Frank A1 - Braun, Carsten T1 - On the determination of harmonic propeller loads T2 - AIAA SCITECH 2023 Forum N2 - Dynamic loads significantly impact the structural design of propeller blades due to fatigue and static strength. Since propellers are elastic structures, deformations and aerodynamic loads are coupled. In the past, propeller manufacturers established procedures to determine unsteady aerodynamic loads and the structural response with analytical steady-state calculations. According to the approach, aeroelastic coupling primarily consists of torsional deformations. They neglect bending deformations, deformation velocities, and inertia terms. This paper validates the assumptions above for a General Aviation propeller and a lift propeller for urban air mobility or large cargo drones. Fully coupled reduced-order simulations determine the dynamic loads in the time domain. A quasi-steady blade element momentum approach transfers loads to one-dimensional finite beam elements. The simulation results are in relatively good agreement with the analytical method for the General Aviation propeller but show increasing errors for the slender lift propeller. The analytical approach is modified to consider the induced velocities. Still, inertia and velocity proportional terms play a significant role for the lift propeller due to increased elasticity. The assumption that only torsional deformations significantly impact the dynamic loads of propellers is not valid. Adequate determination of dynamic loads of such designs requires coupled aeroelastic simulations or advanced analytical procedures. Y1 - 2023 U6 - https://doi.org/10.2514/6.2023-2404 N1 - AIAA SCITECH 2023 Forum, 23-27 January 2023, National Harbor, Md & Online PB - AIAA ER - TY - CHAP A1 - Dachwald, Bernd A1 - Ulamec, Stephan A1 - Kowalski, Julia A1 - Boxberg, Marc S. A1 - Baader, Fabian A1 - Biele, Jens A1 - Kömle, Norbert ED - Badescu, Viorel ED - Zacny, Kris ED - Bar-Cohen, Yoseph T1 - Ice melting probes T2 - Handbook of Space Resources N2 - The exploration of icy environments in the solar system, such as the poles of Mars and the icy moons (a.k.a. ocean worlds), is a key aspect for understanding their astrobiological potential as well as for extraterrestrial resource inspection. On these worlds, ice melting probes are considered to be well suited for the robotic clean execution of such missions. In this chapter, we describe ice melting probes and their applications, the physics of ice melting and how the melting behavior can be modeled and simulated numerically, the challenges for ice melting, and the required key technologies to deal with those challenges. We also give an overview of existing ice melting probes and report some results and lessons learned from laboratory and field tests. KW - Ice melting probe KW - Ice penetration KW - Icy moons KW - Ocean worlds KW - Mars Y1 - 2023 SN - 978-3-030-97912-6 (Print) SN - 978-3-030-97913-3 (Online) U6 - https://doi.org/10.1007/978-3-030-97913-3_29 SP - 955 EP - 996 PB - Springer CY - Cham ER - TY - CHAP A1 - Zähl, Philipp M. A1 - Theis, Sabine A1 - Wolf, Martin R. A1 - Köhler, Klemens ED - Chen, Jessie Y. C. ED - Fragomeni, Gino T1 - Teamwork in software development and what personality has to do with it - an overview T2 - Virtual, Augmented and Mixed Reality N2 - Due to the increasing complexity of software projects, software development is becoming more and more dependent on teams. The quality of this teamwork can vary depending on the team composition, as teams are always a combination of different skills and personality types. This paper aims to answer the question of how to describe a software development team and what influence the personality of the team members has on the team dynamics. For this purpose, a systematic literature review (n=48) and a literature search with the AI research assistant Elicit (n=20) were conducted. Result: A person’s personality significantly shapes his or her thinking and actions, which in turn influences his or her behavior in software development teams. It has been shown that team performance and satisfaction can be strongly influenced by personality. The quality of communication and the likelihood of conflict can also be attributed to personality. KW - Teamwork KW - Software KW - Personality KW - Performance KW - Elicit Y1 - 2023 SN - 978-3-031-35633-9 (Print) SN - 978-3-031-35634-6 (Online) U6 - https://doi.org/10.1007/978-3-031-35634-6_10 N1 - Virtual, Augmented and Mixed Reality: 15th International Conference. VAMR 2023. Held as Part of the 25th HCI International Conference. HCII 2023. Copenhagen, Denmark. July 23–28, 2023. SP - 130 EP - 153 PB - Springer CY - Cham ER -